Testing When a Parameter is on the Boundary of the Maintained Hypothesis
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Publication:4531016
DOI10.1111/1468-0262.00210zbMath0999.62010MaRDI QIDQ4531016
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d12/d1229.pdf
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62F03: Parametric hypothesis testing
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